DZ Bank Call 25 BYW6 20.12.2024
/ DE000DJ2F077
DZ Bank Call 25 BYW6 20.12.2024/ DE000DJ2F077 /
| 2024-06-03 4:05:49 PM |
Chg.-0.17 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-13.60% |
1.08
Bid Size: 12,500 |
1.18
Ask Size: 12,500 |
BAYWA AG VINK.NA. O.... |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2F07 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYWA AG VINK.NA. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-2.40 |
| Time value: |
1.57 |
| Break-even: |
26.57 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.30 |
| Spread %: |
23.62% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
6.14 |
| Rho: |
0.04 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.08 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.59% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
-76.47% |
| YTD |
|
|
-81.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.04 |
| 1M High / 1M Low: |
1.83 |
1.04 |
| 6M High / 6M Low: |
6.09 |
1.04 |
| High (YTD): |
2024-01-10 |
6.09 |
| Low (YTD): |
2024-05-29 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.01% |
| Volatility 6M: |
|
128.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
